| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 134150.5971 | 258786.8103 | -124636.2132 | -338867.8033 | -382387.6964 | 43519.8931 |
| Total P&L (%) | 134.1506 | 258.7868 | -124.6362 | -338.8678 | -382.3877 | 43.5199 |
| Avg Daily Profit (%) | 0.095 | 0.1833 | -0.0883 | 0 | 0 | 0.0256 |
| Buy And Hold Return (%) | 58.4217 | 58.4217 | 58.4217 | 58.4217 | 58.4217 | 58.4217 |
| Max Trade Drawdown | -211379 | -48883 | -211379 | -1626140 | -658927 | -1398636 |
| Profit Factor | 1.1993 | 2.6575 | 0.7589 | 0.9204 | 0.7777 | 1.0171 |
| Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
| Winning Trades | 53 | 27 | 26 | 29 | 15 | 14 |
| Losing Trades | 31 | 15 | 16 | 55 | 27 | 28 |
| Profitability (%) | 63.0952 | 64.2857 | 61.9048 | 34.5238 | 35.7143 | 33.3333 |
| Ratio Avg Win / Avg Loss | 0.7015 | 1.4764 | 0.467 | 1.7456 | 1.3999 | 2.0343 |
| Largest Winning Trade | 51066 | 51066 | 43852 | 989398 | 648452 | 989398 |
| Largest Losing Trade | -211379 | -48883 | -211379 | -440755 | -255467 | -440755 |
| Avg Bars in Trades | 95 | 56 | 134 | 95 | 56 | 134 |
| Avg Bars in Winners | 80 | 58 | 103 | 110 | 57 | 167 |
| Avg Bars in Losers | 121 | 53 | 185 | 87 | 56 | 117 |
| Bars Traded | 8032 | 2378 | 5654 | 8032 | 2378 | 5654 |
| Profit Streak | 540.9227 | 620.9227 | 540.9227 | 0 | 0 | 0 |
| Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -70433 | 461665 | -578232 | -583794 | -584623 | -531451 |
{
"trading_pair": "OCEAN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8471,
"evaluation_days": 1411.83,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1601236800000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1759774121973,
"expiration_time": 1723451472000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 205,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 238,
"offset": 0
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
134150.5970635066,
258786.8102621987,
-124636.213198692,
-338867.8033328496,
-382387.6964239312,
43519.8930910816
],
[
134.150597,
258.78681,
-124.636213,
-338.867803,
-382.387696,
43.519893
],
[
0.095019,
0.183299,
-0.08828,
0,
0,
0.025594
],
[
58.421734,
58.421734,
58.421734,
58.421734,
58.421734,
58.421734
],
[
-211379,
-48883,
-211379,
-1626140,
-658927,
-1398636
],
[
1.199306,
2.657522,
0.758905,
0.920422,
0.777722,
1.017147
],
[
84,
42,
42,
84,
42,
42
],
[
53,
27,
26,
29,
15,
14
],
[
31,
15,
16,
55,
27,
28
],
[
63.095238,
64.285714,
61.904762,
34.52381,
35.714286,
33.333333
],
[
0.701481,
1.476401,
0.467018,
1.745628,
1.399899,
2.034295
],
[
51066,
51066,
43852,
989398,
648452,
989398
],
[
-211379,
-48883,
-211379,
-440755,
-255467,
-440755
],
[
95,
56,
134,
95,
56,
134
],
[
80,
58,
103,
110,
57,
167
],
[
121,
53,
185,
87,
56,
117
],
[
8032,
2378,
5654,
8032,
2378,
5654
],
[
540.922708,
620.922708,
540.922708,
0,
0,
0
],
[
4,
3,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-70433,
461665,
-578232,
-583794,
-584623,
-531451
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8471,
"evaluation_days": 1411.83,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1601236800000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1759774121973,
"expiration_time": 1723451472000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 205,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 238,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|